Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 0.355840 0.390343 0.428166 0.472972 0.524949 0.583772 0.655995
2025-06-08 0.321832 0.367825 0.421452 0.489472 0.574743 0.679927 0.822500
2025-06-15 0.293452 0.345517 0.409053 0.493970 0.607221 0.757349 0.979435
2025-06-22 0.269110 0.324164 0.393765 0.490763 0.626911 0.818900 1.126226
2025-06-29 0.249849 0.306659 0.380622 0.487435 0.644216 0.878022 1.281302
2025-07-06 0.229894 0.286144 0.361021 0.472150 0.641098 0.904708 1.388887
2025-07-13 0.220609 0.278905 0.358463 0.480290 0.673264 0.991189 1.622939
2025-07-20 0.212123 0.271913 0.355345 0.486790 0.703110 1.078570 1.885944
2025-07-27 0.202047 0.261857 0.346819 0.483802 0.716482 1.138670 2.112484
2025-08-03 0.194485 0.254808 0.342029 0.485967 0.738535 1.218734 2.415021
2025-08-10 0.183036 0.241395 0.326696 0.469504 0.725246 1.226256 2.539919
2025-08-17 0.172291 0.228454 0.311279 0.451603 0.707214 1.220868 2.629203
2025-08-24 0.166434 0.222681 0.306871 0.452404 0.725337 1.298665 3.002668
2025-08-31 0.164153 0.222103 0.310474 0.467185 0.772373 1.452461 3.716759
2025-09-07 0.159730 0.217978 0.308086 0.471090 0.798187 1.563208 4.374432
2025-09-14 0.154253 0.211921 0.302146 0.467968 0.808872 1.638751 4.962427
2025-09-21 0.149181 0.206244 0.296472 0.464807 0.819007 1.715786 5.640482
2025-09-28 0.142409 0.197583 0.285353 0.450515 0.802737 1.715365 5.932543
2025-10-05 0.140022 0.195790 0.285688 0.458105 0.837043 1.872259 7.326012
2025-10-12 0.137503 0.193652 0.285279 0.464167 0.868743 2.032720 9.074505
2025-10-19 0.133675 0.189211 0.280627 0.461376 0.878695 2.126223 10.549002
2025-10-26 0.130841 0.186278 0.278448 0.463396 0.900943 2.270871 12.933525
2025-11-02 0.125475 0.178964 0.268176 0.448026 0.876838 2.239749 13.377743